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A Functional Central Limit Theorem for Positively Dependent Random Variables

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  • Birkel, T.

Abstract

In this note we prove a functional central limit theorem for LPQD processes, satisfying some assumptions on the covariances and the moment condition supj>=1EXj2+[rho] 0.

Suggested Citation

  • Birkel, T., 1993. "A Functional Central Limit Theorem for Positively Dependent Random Variables," Journal of Multivariate Analysis, Elsevier, vol. 44(2), pages 314-320, February.
    • Handle: RePEc:eee:jmvana:v:44:y:1993:i:2:p:314-320
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    Cited by:

    1. Moon, Hee-Jin & Choi, Yong-Kab, 2015. "Berry–Esseen type theorems and the uniform law of the iterated logarithm for LPQD processes," Statistics & Probability Letters, Elsevier, vol. 106(C), pages 191-198.
    2. Kim, Tae-Sung & Baek, Jong-Il, 2001. "A central limit theorem for stationary linear processes generated by linearly positively quadrant-dependent process," Statistics & Probability Letters, Elsevier, vol. 51(3), pages 299-305, February.
    3. Louhichi, Sana, 1999. "Rosenthal's inequality for LPQD sequences," Statistics & Probability Letters, Elsevier, vol. 42(2), pages 139-144, April.

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